Dynamic reconstruction of disturbances in a quasilinear stochastic differential equation

DOI10.1134/S096554251807014XzbMath1401.93188OpenAlexW2888187031WikidataQ115247851 ScholiaQ115247851MaRDI QIDQ1991639

V. L. Rozenberg

Publication date: 30 October 2018

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s096554251807014x

zbMATH Keywords

dynamic reconstructionauxiliary controlled modelquasilinear stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (1)

Reconstruction problem with incomplete information for a quasilinear stochastic differential equation

Cites Work

• Some algorithms for the dynamic reconstruction of inputs
• Dynamic restoration of the unknown function in the linear stochastic differential equation
• Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates
• Stochastic differential equations. An introduction with applications.
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